+1,631.1%
QLD vs PFG
+244.0%
+1,387.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +1.4% |
| 7D | +0.6% | +5.5% | -5.0% | -3.4% |
| 30D | -0.1% | +2.4% | -2.5% | -2.1% |
| 3M | -8.4% | +13.6% | -21.9% | -17.5% |
| 6M | +32.2% | +27.9% | +4.3% | +9.3% |
| YTD | +28.9% | +35.6% | -6.7% | +1.7% |
| 1Y | +43.8% | +48.5% | -4.6% | +5.8% |
| 3Y | +176.6% | +66.9% | +109.7% | +86.6% |
| 5Y | +121.6% | +111.0% | +10.6% | +30.1% |
| All | +1,631.1% | +244.0% | +1,387.1% | +553.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling